IEEE - Institute of Electrical and Electronics Engineers, Inc. - A method to estimate the parameters of an ARMA model

Author(s): G. Alengrin ; J. Zerubia
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 1987
Volume: 32
Page(s): 1,113 - 1,115
ISSN (Paper): 0018-9286
ISSN (Online): 1558-2523
DOI: 10.1109/TAC.1987.1104521
Regular:

A method of estimating the parameters of an ARMA model is proposed. In the transient case, we show that the formulas recently given by Li and Dickinson [7] for the AR parameters are easily... View More

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